Thank you for caring. Picture of "Bullseye" taken by Heather Davis

It is not possible to guarantee that a picture the user can see will not be captured in some way.
Here we have taken some steps to make it less easy:

The picture is scaled down, and watermarked
The file is not accessible to http, so a php file must be used
That must be refered to from this page
We ask IE not to show the image toobar
We ask the browser not to cache the image
We prevent dragging the image out of the window (in body tag)
Image is the background of a DIV
It is "covered up" by a transparent image.
If you right-click, you can do anything you want with the transparent image, you won't get the goat.